Title :
An exact penalty function algorithm for control problems with state and control constraints
Author :
Mayne, D.Q. ; Polak, E.
Author_Institution :
Imperial College, London, UK
Abstract :
An algorithm for solving optimal control problems with state and control constraints is presented. The search direction is determined by solving a convex approximation to the original problem and an exact penalty function is employed to determine step length.
Keywords :
Automatic control; Automatic generation control; Computational modeling; Computer science; Convergence of numerical methods; Cost function; Educational institutions; Equations; Minimization methods; Optimal control;
Conference_Titel :
Decision and Control, 1985 24th IEEE Conference on
Conference_Location :
Fort Lauderdale, FL, USA
DOI :
10.1109/CDC.1985.268750
